+324.8%
SPGI vs HWM
+1,494.1%
-1,169.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.6% |
| 30D | +8.4% | -11.0% | +19.4% | +11.2% |
| 3M | +11.8% | +4.0% | +7.8% | +10.3% |
| 6M | +5.7% | -0.2% | +5.9% | +4.8% |
| YTD | -9.7% | +26.7% | -36.3% | -15.8% |
| 1Y | -12.5% | +44.7% | -57.2% | -21.3% |
| 3Y | +21.8% | +426.1% | -404.3% | -22.8% |
| 5Y | +8.2% | +738.5% | -730.3% | -39.6% |
| All | +324.8% | +1,494.1% | -1,169.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling